The null distribution of multivariate kurtosis

DOI10.1080/03610918308812343zbMath0521.62043OpenAlexW1963597084MaRDI QIDQ3670374

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Publication date: 1983

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918308812343

zbMATH Keywords

normal approximationthird momentchi square approximationnull distribution of multivariate kurtosissimulated percentage points

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items (8)

On Srivastava's multivariate sample skewness and kurtosis under non-normality ⋮ A note on the asymptotic distribution of mardia's measure of multivariate kurtosis ⋮ A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market ⋮ Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis ⋮ Families of neighbour designs and their analysis ⋮ Properties of two tests for outliers in multivariate data ⋮ On Mardia’s kurtosis test for multivariate normality ⋮ Invariant tests for multivariate normality: A critical review

Uses Software

• APL

Cites Work

• Computing in statistical science through APL
• On the moments of traces of two matrices in multivariate analysis
• On the Mutual Independence of Certain Statistics
• On the effects of moderate multivariate nonnormality on Wilks's likelihood ratio criterion
• Measures of multivariate skewness and kurtosis with applications

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